The price for changing allegiance to another nation is dependent on that nation's rank in the Conquest:

1st - 40,000 gil

2nd - 12,000 gil

3rd - 4,000 gil

Notes

If you have a mission active from your current nation, you will not be able to change allegiances.

If you are Rank 5 in any nation, even if you do not have an active mission, you will not be able to change allegiances. Instead, you will be told your nation is in trouble and your application can not be accepted.

However, if you talk to your nation's representative and decline to start mission 5-1 or 5-2 you can change nations.

The first time you switch to a nation, you be Rank 1 with no Conquest Points in that nation.

If you return to a nation, you have the previous Rank and Conquest Points from that nation reinherited.

Any rewards from missions done in other nations are retained when you switch.